Orthogonal Regression M-Estimators.

reportActive / Technical Report | Accession Number: ADA163515 | Open PDF

Abstract:

M-estimators in the orthogonal regression set-up are defined in order to produce a robust alternative to the method of classical orthogonal regression. Asymptotic qualitative robustness of some orthogonal M-estimators is proved. The influence curve of these estimators is computed and some additional asymptotic theory is presented. Keywords mathematical models asymptotic normality bias and computations.

Author(s):
Zamar, Ruben H.
Author Organization(s):
WASHINGTON UNIV SEATTLE DEPT OF STATISTICS
Descriptive Note:
Technical rept. 1 Dec 84-30 Nov 85,
Pagination:
0055

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
TR-62
Contract/Grant Number(s):
N00014-84-C-0169
 Subject Terms
Joint Capability Areas:
JCA_5_Command and Control; JCA_5.3_Planning; JCA_1.2_Force Preparation; JCA_1_Force Support; JCA_1.2.3_Educating; JCA_1.4_Force Support; JCA_1.4.1_Force Health Protection
Communities of Interest:
Materials and Manufacturing Processes
Descriptor(s):
*ESTIMATES, *REGRESSION ANALYSIS, MATHEMATICAL MODELS, COMPUTATIONS, GRAPHS, ASYMPTOTIC SERIES, BIAS, ORTHOGONALITY, ASYMPTOTIC NORMALITY
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
*M estimators, Robustness, WUNR661003
Report Date:
1985 Dec 01